[amibroker] RT Data - only last bar needed

["Herman van den Bergen" <psytek@xxxxxxxx>]

 

You can write the system using only numbers which is very fast (no plots and no array processing). The IB API supports up to 50 msgs per second, but I am not sure how this effects polling prices. You may want to read up on the IB site. This could limit your price retrievals. You would use GetRtDataForeign() in which you can specify the ticker, it works very nice.

 

If you trade patterns you can stagger your inquiries at one second intervals, imho minute barriers are arbitrary and mean nothing. This has been touched upon on the Amibroker-at list. Actually your post would get more responses there because you obviously need to use AT to take advantage of the price changes you are looking for.

 

best regards,

herman

 

  

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf Of Ara Kaloustian
Sent: Thursday, December 01, 2005 3:05 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [Norton AntiSpam] Re: [amibroker] RT Data - only last bar needed

Sorry, I don't know of any alternative. Does not mean there are none, just I have not persued it any further

----- Original Message -----

From: ShortFox

To: amibroker@xxxxxxxxxxxxxxx

Sent: Thursday, December 01, 2005 11:34 AM

Subject: Re: [amibroker] RT Data - only last bar needed

Ara,

 

Thanks for your reply.

Will it really be hard to achieve?  Even if one has no need of any backfill/history  - loading only 1 bar (last price)?

 

Are there any alternatives to consider (Qcharts/other sources)?

 

Short.

 

On 12/1/05, Ara Kaloustian <ara1@xxxxxxxxxx> wrote:

I have tried something similar with eSignal. 500 stocks is a lot to update in a minute or 2.

 

 

----- Original Message -----

From: ShortFox

To: amibroker@xxxxxxxxxxxxxxx

Sent: Thursday, December 01, 2005 4:31 AM

Subject: [amibroker] RT Data - only last bar needed

 

Hi guys,

 

In order to trade a system, I need to intraday scan some 500 stocks for their LAST PRICE, say once in a minute.

I don't need to see any charts or load large amounts of intraday data - I only need to know all stocks' LAST PRICE once in a minute or two.

 

Given these requirements, will it be sufficient to use the IB datafeed, or must I use eSignal basic for such a task?

I know IB can support quote retreival of up to 100 concurrent symbols at a time. Can these symbols be changed *PROGRAMATICALLY* from AB, say every 15 seconds?

 

Thanks for your time,

Short.

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